V-Lab: AT&T Inc EGARCH Volatility Analysis

V-Lab

AT&T Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:29.79% (-0.92%)

Analysis last updated: Wednesday, April 23, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0172	16.16
$α$	0.1317	40.06
$β$	0.9867	1,495.00
$γ$	-0.0298	-9.77

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts